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Asymptotic Laws and Methods in Stochastics: A Volume in Honour of Miklós Csörgő

Asymptotic Laws and Methods in Stochastics: A Volume in Honour of Miklós Csörgő

          
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About the Book

Preface.- Weak Convergence of Self-normalized Sums Processes (M. Csörgő, Z. Hu).- Precise Asymptotics in Strong Limit Theorems for Self-normalized Sums of Multidimensionally Indexed Random Variables (D. Deng, Z. Hu).- The Self-normalized Asymptotic Results for Linear Processes (M. Peligrad, H. Sang).- Some results and problems for anisotropic random walk on the plane (E. Csáki, A. Földes, P. Révész).- On the Area of the Largest Square Covered by a Comb-Random-Walk (P. Révész).- A Compensator Characterization of Planar Point Processes (G. Ivanoff).- Central Limit Theorem Related to MDR-method (A. Bulinski).- An Extension of a Theorem of Hechner and Heinkel (D. Li, Y. Qi, A. Rosalsky).- Quenched Invariance Principles via Martingale Approximation (M. Peligrad).- An Extended Martingale Limit Theorem with Application to Specification Test for Nonlinear Co-integrating Regression Model (Q. Wang).- Change Point Detection with Stable AR(1) Errors (A. Bazarova, I. Berkes, L. Horvath).- Change-point Detection Under Dependence Based on Two-sample U-statistics (H. Dehling, R. Fried, I. Garcia, M. Wendler).- Time Series Models in Change Point Detection Tests (E. Gombay).- Diagnostic Test for Innovations of ARMA Musing Empirical processes of Residuals (K. Ghoudi, B. Remillard).- Short Range and Long Range Dependence (M. Rosenblatt).- Kernel Method for Stationary Tails: from Discrete to Continuous (H. Dai, D. Dawson, Y. Zhao).- Central Limit Theorems and Large Deviations for Additive Functionals of Reflecting Diffusion Processes (P. Glynn, R. Wang).- Kellerer's Theorem Revisited (F. Hirsch, B. Roynette, M. Yor).- Likelihood and Ranking Methods (M. Alvo).- Asymptotic and Finite-sample Properties in Statistical Estimation (J. Jurečková).- Publications of Miklόs Csörgő.


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Product Details
  • ISBN-13: 9781493950119
  • Publisher: Springer
  • Publisher Imprint: Springer
  • Edition: Softcover reprint of the original 1st ed. 2015
  • Language: English
  • Returnable: Y
  • Spine Width: 22 mm
  • Weight: 593 gr
  • ISBN-10: 1493950118
  • Publisher Date: 23 Aug 2016
  • Binding: Paperback
  • Height: 234 mm
  • No of Pages: 406
  • Series Title: Fields Institute Communications
  • Sub Title: A Volume in Honour of Miklós Csörgő
  • Width: 156 mm


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